+383.2%
CARR vs QLD
+722.1%
-339.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -4.3% | -3.8% | -0.5% | -3.3% |
| 30D | -4.2% | -20.5% | +16.4% | +3.0% |
| 3M | -16.1% | -14.6% | -1.4% | -12.1% |
| 6M | -20.1% | -14.7% | -5.4% | -16.8% |
| YTD | +1.9% | +11.2% | -9.3% | -3.6% |
| 1Y | -6.1% | +7.1% | -13.2% | -10.1% |
| 3Y | +7.3% | +141.1% | -133.8% | -23.7% |
| 5Y | +4.4% | +84.3% | -79.9% | -26.0% |
| All | +383.2% | +722.1% | -339.0% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling